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BNP Paribas Call 235 MSF 21.06.20.../  DE000PE1W9Q4  /

EUWAX
2024-04-29  10:11:36 AM Chg.-0.71 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
16.26EUR -4.18% -
Bid Size: -		 -
Ask Size: -		 MICROSOFT DL-,000... 235.00 - 2024-06-21 Call
 

Master data

WKN: PE1W9Q
Issuer: BNP PARIBAS
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 235.00 -
Maturity: 2024-06-21
Issue date: 2022-09-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.33
Leverage: Yes

Calculated values

Fair value: 14.58
Intrinsic value: 14.45
Implied volatility: 1.45
Historic volatility: 0.19
Parity: 14.45
Time value: 1.82
Break-even: 397.70
Moneyness: 1.61
Premium: 0.05
Premium p.a.: 0.38
Spread abs.: 0.08
Spread %: 0.49%
Delta: 0.88
Theta: -0.42
Omega: 2.04
Rho: 0.25
 

Quote data

Open: 16.29
High: 16.29
Low: 16.26
Previous Close: 16.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.39%
1 Month
  -7.03%
3 Months
  -1.03%
YTD  
+21.52%
1 Year  
+101.24%
3 Years     -
5 Years     -
1W High / 1W Low: 16.97 15.66
1M High / 1M Low: 18.33 15.66
6M High / 6M Low: 18.33 10.62
High (YTD): 2024-04-12 18.33
Low (YTD): 2024-01-05 12.71
52W High: 2024-04-12 18.33
52W Low: 2023-05-04 8.12
Avg. price 1W:   16.21
Avg. volume 1W:   0.00
Avg. price 1M:   17.13
Avg. volume 1M:   0.00
Avg. price 6M:   15.17
Avg. volume 6M:   0.00
Avg. price 1Y:   12.52
Avg. volume 1Y:   0.00
Volatility 1M:   60.78%
Volatility 6M:   43.25%
Volatility 1Y:   53.32%
Volatility 3Y:   -